diff --git a/doc/manual/source/index.rst b/doc/manual/source/index.rst
index d707b92f6408642116879cebcb3c60f714755b2d..2df8469ff13979e968b830c8e4ab6350a4aec1f1 100644
--- a/doc/manual/source/index.rst
+++ b/doc/manual/source/index.rst
@@ -25,7 +25,7 @@ The following people used to be members of the team:
* Stéphane Lhuissier
* George Perendia
-Copyright © 1996-2019, Dynare Team.
+Copyright © 1996-2020, Dynare Team.
Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.3 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts.
diff --git a/doc/manual/source/the-model-file.rst b/doc/manual/source/the-model-file.rst
index 323b4b2169ede302631eaa9d283b3306dc70ad01..6a4717ae85da0c336daa960ab8e91c43cab9f69b 100644
--- a/doc/manual/source/the-model-file.rst
+++ b/doc/manual/source/the-model-file.rst
@@ -3073,13 +3073,6 @@ Computing the stochastic solution
moments. This option is only available with simulated
moments. Default: no filter.
- .. option:: hp_ngrid = INTEGER
-
- Number of points in the grid for the discrete Inverse Fast
- Fourier Transform used in the HP filter computation. It may be
- necessary to increase it for highly autocorrelated
- processes. Default: ``512``.
-
.. option:: bandpass_filter
Uses a bandpass filter with the default passband before
@@ -3095,6 +3088,14 @@ Computing the stochastic solution
e.g. :math:`6` to :math:`32` quarters if the model frequency is
quarterly. Default: ``[6,32]``.
+ .. option:: filtered_theoretical_moments_grid = INTEGER
+
+ When computing filtered theoretical moments (with either option
+ ``hp_filter`` or option ``bandpass_filter``), this option governs the
+ number of points in the grid for the discrete Inverse Fast Fourier
+ Transform. It may be necessary to increase it for highly autocorrelated
+ processes. Default: ``512``.
+
.. option:: irf = INTEGER
Number of periods on which to compute the IRFs. Setting
@@ -3421,6 +3422,10 @@ Computing the stochastic solution
stored in ´´oo_.SpectralDensity´´, defined below. Default: do
not request spectral density estimates.
+ .. option:: hp_ngrid = INTEGER
+
+ Deprecated option. It has the same effect as
+ :opt:`filtered_theoretical_moments_grid <filtered_theoretical_moments_grid = INTEGER>`.
*Output*
diff --git a/matlab/UnivariateSpectralDensity.m b/matlab/UnivariateSpectralDensity.m
index b46bdfd9c6566063af7e13014ada2bc5850dd2f2..1c04d622d7a30611d42eabd08517f09bda504c50 100644
--- a/matlab/UnivariateSpectralDensity.m
+++ b/matlab/UnivariateSpectralDensity.m
@@ -19,7 +19,7 @@ function [oo_] = UnivariateSpectralDensity(M_,oo_,options_,var_list)
% Adapted from th_autocovariances.m.
-% Copyright (C) 2006-2018 Dynare Team
+% Copyright (C) 2006-2020 Dynare Team
%
% This file is part of Dynare.
%
@@ -105,7 +105,7 @@ end
iky = iv(ivar);
aa = ghx(iky,:);
bb = ghu(iky,:);
-ngrid = options_.hp_ngrid; %number of grid points
+ngrid = options_.filtered_theoretical_moments_grid; %number of grid points
freqs = (0 : pi/(ngrid-1):pi)'; % grid on which to compute
tpos = exp( sqrt(-1)*freqs); %positive frequencies
tneg = exp(-sqrt(-1)*freqs); %negative frequencies
diff --git a/matlab/default_option_values.m b/matlab/default_option_values.m
index c64d246e851bfd6c2a4d177c9348af081b744d98..16e3bd4b80694cbd56abb25465bfc96ad1540ffb 100644
--- a/matlab/default_option_values.m
+++ b/matlab/default_option_values.m
@@ -12,7 +12,7 @@ function options_ = default_option_values(M_)
% SPECIAL REQUIREMENTS
% none
-% Copyright (C) 2018-2019 Dynare Team
+% Copyright (C) 2018-2020 Dynare Team
%
% This file is part of Dynare.
%
@@ -155,7 +155,7 @@ options_.relative_irf = false;
options_.ar = 5;
options_.hp_filter = 0;
options_.one_sided_hp_filter = 0;
-options_.hp_ngrid = 512;
+options_.filtered_theoretical_moments_grid = 512;
options_.nodecomposition = false;
options_.nomoments = false;
options_.nocorr = false;
diff --git a/matlab/th_autocovariances.m b/matlab/th_autocovariances.m
index a095d64300963fd8c86b273820bd7783298402d2..66169d4a8e35b7794e0ea841c0fd875a8c2f5bff 100644
--- a/matlab/th_autocovariances.m
+++ b/matlab/th_autocovariances.m
@@ -42,7 +42,7 @@ function [Gamma_y,stationary_vars] = th_autocovariances(dr,ivar,M_,options_,node
% E(x_t) = (I - {g_x}\right)^{- 1} 0.5\left( g_{\sigma\sigma} \sigma^2 + g_{xx} Var(\hat x_t) + g_{uu} Var(u_t) \right)
% \]
%
-% Copyright (C) 2001-2019 Dynare Team
+% Copyright (C) 2001-2020 Dynare Team
%
% This file is part of Dynare.
%
@@ -220,7 +220,7 @@ else% ==> Theoretical filters.
bb = ghu(iky,:); %S in Uhlig (2001)
lambda = options_.hp_filter;
- ngrid = options_.hp_ngrid;
+ ngrid = options_.filtered_theoretical_moments_grid;
freqs = 0 : ((2*pi)/ngrid) : (2*pi*(1 - .5/ngrid)); %[0,2*pi)
tpos = exp( sqrt(-1)*freqs); %positive frequencies
tneg = exp(-sqrt(-1)*freqs); %negative frequencies
diff --git a/preprocessor b/preprocessor
index 523e6bd0097dc948e704bac4dc24112a0639ca70..045e81d0d7ec1f4c82d7d8f73c36ad2213e6f3a6 160000
--- a/preprocessor
+++ b/preprocessor
@@ -1 +1 @@
-Subproject commit 523e6bd0097dc948e704bac4dc24112a0639ca70
+Subproject commit 045e81d0d7ec1f4c82d7d8f73c36ad2213e6f3a6
diff --git a/tests/moments/example1_bp_test.mod b/tests/moments/example1_bp_test.mod
index 43c2c8747b390aae520492769ce5062dfeb31587..429040b1c55b3e8562fa4608b4b14c2ab1dacd3f 100644
--- a/tests/moments/example1_bp_test.mod
+++ b/tests/moments/example1_bp_test.mod
@@ -4,7 +4,7 @@
*/
/*
- * Copyright (C) 2001-2010 Dynare Team
+ * Copyright (C) 2001-2020 Dynare Team
*
* This file is part of Dynare.
*
@@ -67,7 +67,7 @@ end;
steady(solve_algo=4,maxit=1000);
-stoch_simul(order=1,nofunctions,irf=0,bandpass_filter=[6 32],hp_ngrid=8192);
+stoch_simul(order=1,nofunctions,irf=0,bandpass_filter=[6 32],filtered_theoretical_moments_grid=8192);
oo_filtered_all_shocks_theoretical=oo_;
stoch_simul(order=1,nofunctions,periods=1000000);
diff --git a/tests/moments/example1_hp_test.mod b/tests/moments/example1_hp_test.mod
index d2ae7a4ebff3290cd8955ad6006060673519c65c..be200e60667f73cdf67487409fe333cc89c33789 100644
--- a/tests/moments/example1_hp_test.mod
+++ b/tests/moments/example1_hp_test.mod
@@ -4,7 +4,7 @@
*/
/*
- * Copyright (C) 2001-2010 Dynare Team
+ * Copyright (C) 2001-2020 Dynare Team
*
* This file is part of Dynare.
*
@@ -67,7 +67,7 @@ end;
steady(solve_algo=4,maxit=1000);
-stoch_simul(order=1,nofunctions,hp_filter=1600,irf=0,hp_ngrid=8192);
+stoch_simul(order=1,nofunctions,hp_filter=1600,irf=0,filtered_theoretical_moments_grid=8192);
total_var_filtered=diag(oo_.var);
oo_filtered_all_shocks=oo_;
diff --git a/tests/moments/example1_one_sided_hp_test.mod b/tests/moments/example1_one_sided_hp_test.mod
index 9da0798b5f09e1b0075412bdd77e0b742d6fa0da..1e61f23d26ef407864f1dbfdecfc3bc95f944120 100644
--- a/tests/moments/example1_one_sided_hp_test.mod
+++ b/tests/moments/example1_one_sided_hp_test.mod
@@ -4,7 +4,7 @@
*/
/*
- * Copyright (C) 2001-2010 Dynare Team
+ * Copyright (C) 2001-2020 Dynare Team
*
* This file is part of Dynare.
*
@@ -66,6 +66,5 @@ var e, u = phi*0.009*0.009;
end;
steady(solve_algo=4,maxit=1000);
-options_.hp_ngrid=2048*4;
-stoch_simul(order=1,nofunctions,one_sided_hp_filter=1600,irf=0,periods=5000);
\ No newline at end of file
+stoch_simul(order=1,nofunctions,one_sided_hp_filter=1600,irf=0,periods=5000,filtered_theoretical_moments_grid=8192);
diff --git a/tests/moments/test_AR1_spectral_density.mod b/tests/moments/test_AR1_spectral_density.mod
index 334776b98b5115063aa240b92f450470b8184eba..3e95fd570559dc19ca727b47e9c2f7e2ce9a74e2 100644
--- a/tests/moments/test_AR1_spectral_density.mod
+++ b/tests/moments/test_AR1_spectral_density.mod
@@ -18,9 +18,8 @@ end;
options_.SpectralDensity.trigger=1;
options_.bandpass.indicator=0;
-options_.hp_ngrid=2048;
-stoch_simul(order=1,nofunctions,hp_filter=0,irf=0,periods=1000000);
+stoch_simul(order=1,nofunctions,hp_filter=0,irf=0,periods=1000000,filtered_theoretical_moments_grid=2048);
white_noise_sample=white_noise;
@@ -50,7 +49,7 @@ end
options_.hp_filter=0;
stoch_simul(order=1,nofunctions,bandpass_filter=[6 32],irf=0);
-theoretical_spectrum_white_noise=repmat(theoretical_spectrum_white_noise,1,options_.hp_ngrid);
+theoretical_spectrum_white_noise=repmat(theoretical_spectrum_white_noise,1,options_.filtered_theoretical_moments_grid);
passband=oo_.SpectralDensity.freqs>=2*pi/options_.bandpass.passband(2) & oo_.SpectralDensity.freqs<=2*pi/options_.bandpass.passband(1);
if max(abs(oo_.SpectralDensity.density(strmatch('white_noise',M_.endo_names,'exact'),passband)-theoretical_spectrum_white_noise(passband)))>1e-10
error('Spectral Density is wrong')
@@ -73,4 +72,4 @@ end
%
% % figure
% % [pow,f]=psd(a_sample,1000,1,[],500);
-% % plot(f(3:end)*2*pi,pow(3:end)/(2*pi));
\ No newline at end of file
+% % plot(f(3:end)*2*pi,pow(3:end)/(2*pi));